+782.2%
STLD vs VCLT
+20.2%
+762.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -9.7% | +1.2% | -10.9% | -10.0% |
| 30D | -4.5% | +3.4% | -7.9% | -5.6% |
| 3M | -13.1% | -0.9% | -12.2% | -12.9% |
| 6M | -2.8% | -3.1% | +0.4% | -1.8% |
| YTD | +35.3% | -2.4% | +37.7% | +36.3% |
| 1Y | +51.4% | -2.7% | +54.0% | +52.7% |
| 3Y | +117.9% | +16.9% | +101.1% | +107.8% |
| 5Y | +272.6% | -17.0% | +289.6% | +280.0% |
| 10Y | +782.2% | +22.1% | +760.1% | +843.0% |
| All | +782.2% | +20.2% | +762.0% | +843.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling